+132.3%
EEM vs APD
+162.9%
-30.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +2.0% | -4.6% | +6.6% | +3.7% |
| 30D | +5.1% | -4.2% | +9.3% | +6.6% |
| 3M | +4.6% | +5.0% | -0.4% | +2.2% |
| 6M | +17.8% | +8.9% | +8.8% | +13.2% |
| YTD | +25.8% | +21.9% | +3.9% | +15.5% |
| 1Y | +36.4% | +5.6% | +30.8% | +31.5% |
| 3Y | +90.0% | +6.9% | +83.1% | +77.4% |
| 5Y | +46.6% | +25.3% | +21.2% | +23.8% |
| 10Y | +132.3% | +169.1% | -36.8% | +25.1% |
| All | +132.3% | +162.9% | -30.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling